Finite-horizon estimation of randomly occurring faults for a class of nonlinear time-varying systems

This paper is concerned with the finite-horizon estimation problem of randomly occurring faults for a class of nonlinear systems whose parameters are all time-varying. The faults are assumed to occur in a random way governed by two sets of Bernoulli distributed white sequences. The stochastic nonlin...

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Bibliographic Details
Published in:Automatica (Oxford) Vol. 50; no. 12; pp. 3182 - 3189
Main Authors: Dong, Hongli, Wang, Zidong, Ding, Steven X., Gao, Huijun
Format: Journal Article
Language:English
Published: Kidlington Elsevier Ltd 01.12.2014
Elsevier
Subjects:
Applied sciences
Automation
Computer science; control theory; systems
Control system analysis
Control theory. Systems
Difference and functional equations, recurrence relations
Disturbances
Dynamical systems
Error detection
Estimates
Exact sciences and technology
Fault estimation
Faults
Mathematics
Modelling and identification
Nonlinear dynamics
Nonlinear stochastic systems
Nonlinearity
Numerical analysis
Numerical analysis. Scientific computation
Randomly occurring faults
Recursive Riccati difference equations
Sciences and techniques of general use
Stochasticity
Time-varying systems
Recursive Riccati difference equations
Randomly occurring faults
Fault estimation
Nonlinear stochastic systems
Time-varying systems
Error estimation
Necessary and sufficient condition
Non linear control
Difference equation
Stochastic method
Stochastic system
Finite horizon
Time varying system
Uncertain system
Observer
System identification
Bernoulli law
Estimation error
Exogenous
Statistical analysis
Probabilistic approach
H infinite control
Non linear system
Recursive method
Nonlinearity
Non linear effect
Riccati equation
ISSN:0005-1098, 1873-2836
Online Access:Get full text
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Summary:This paper is concerned with the finite-horizon estimation problem of randomly occurring faults for a class of nonlinear systems whose parameters are all time-varying. The faults are assumed to occur in a random way governed by two sets of Bernoulli distributed white sequences. The stochastic nonlinearities entering the system are described by statistical means that can cover several classes of well-studied nonlinearities. The aim of the problem is to estimate the random faults, over a finite horizon, such that the influence from the exogenous disturbances onto the estimation errors is attenuated at the given level quantified by an H∞-norm in the mean square sense. By using the completing squares method and stochastic analysis techniques, necessary and sufficient conditions are established for the existence of the desired finite-horizon H∞ fault estimator whose parameters are then obtained by solving coupled backward recursive Riccati difference equations (RDEs). A simulation example is utilized to illustrate the effectiveness of the proposed fault estimation method.
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ISSN:0005-1098
1873-2836
DOI:10.1016/j.automatica.2014.10.026